Carl-jones7

Carl-jones7's Stars

• chrisconlan/algorithmic-trading-with-python

  Source code for Algorithmic Trading with Python (2020) by Chris Conlan

  Language:Python2.7k501

• 8080labs/ppscore

  Predictive Power Score (PPS) in Python

  Language:Python1.1k167

• shashankvemuri/Finance

  150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data

  Language:Python2.2k57

• jo-cho/Technical_Analysis_and_Feature_Engineering

  Feature Engineering and Feature Importance in Machine Learning for Financial Markets

  Language:Jupyter Notebook12134

• skfolio/skfolio

  Python library for portfolio optimization built on top of scikit-learn

  Language:Python1.2k104

• oronimbus/tactical-asset-allocation

  Implements different approaches to tactical and strategic asset allocation

  Language:Jupyter Notebook267

• Boulder-Investment-Technologies/lppls-ci_tactical_asset_allocation

  Language:Jupyter Notebook7825

• vpatel576/option_probabilites

  Estimating Option-Implied Probability Distributions for Equity Pricing

  Language:Python101

• quantgalore/option-probability-distribution

  Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore

  Language:Python2811

• zazhang/backtester

  A simple quant trading backtester implementation

  Language:Python73

• zazhang/ep-chan-book-algo-trading

  Recreate EP Chan algo trading book strategies

  Language:Jupyter Notebook35773

• lcamposgarrido/data-science_projects

  Data Science Projects Repository

  Language:HTML5461

• rubenbriones/Probabilistic-Sharpe-Ratio

  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)

  Language:Jupyter Notebook12055

• laasya2005/Fractal-Analysis

  Fractal Analysis of Financial markets using Machine learning

  Language:Jupyter Notebook41

• LastAncientOne/LastAncientOne

  My personal repository

  93

• NDelventhal/cot_reports

  cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy Futures-and-Options Combined, Supplemental Futures-and-Options Combined, Disaggregated Futures-only, Disaggregated Futures-and-Options Combined, Traders in Financial Futures (TFF) Futures-only and Traders in Financial Futures (TFF) Futures-and-Options Combined.

  Language:Python13234

• chicagohawk/Predict-SPY-by-Commitment-of-Traders

  Predict weekly SPY movement direction using the CFTC commitment of traders report

  Language:Python64

• jensolson/CFTC-COT

  Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes

  Language:Python3311

• Pballer/cot

  Analyze CFTC Commitments of Traders

  Language:Jupyter Notebook2

• robcarver17/pysystemtrade

  Systematic Trading in python

  Language:Python2.7k834

• rsvp/fecon235

  Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

  Language:Jupyter Notebook1.1k332

• MarcosCarreira/DermanPapers

  Notebooks that replicate original quantitative finance papers from Emanuel Derman

  Language:Jupyter Notebook40958

• firmai/machine-learning-asset-management

  Machine Learning in Asset Management (by @firmai)

  Language:Jupyter Notebook1.7k458

• dkn22/RecessionClassifier

  Topic modelling for predicting US recessions

  Language:Jupyter Notebook8

• MAIF/shapash

  🔅 Shapash: User-friendly Explainability and Interpretability to Develop Reliable and Transparent Machine Learning Models

  Language:Jupyter Notebook2.7k335

• kpmooney/numerical_methods_youtube

  Language:Jupyter Notebook148134

• jpmorganchase/python-training

  Python training for business analysts and traders

  Language:Jupyter Notebook6.3k1.1k

• Riazone/Gold-Return-Prediction

  In this repository, I will try to build a machine learning model that can predict the return in Gold over short term windows using historical returns on other traded commodities and financial instruments.

  Language:Jupyter Notebook4429

• PacktPublishing/Machine-Learning-for-Finance

  Machine Learning for Finance, published by Packt

  Language:Jupyter Notebook359210

• Boulder-Investment-Technologies/lppls

  Library for fitting the LPPLS model to data.

  Language:Jupyter Notebook357111